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~subject:"Capital income"
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Capital income
Optionspreistheorie
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Zinsstruktur
14,731
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Option pricing theory
14,350
Derivat
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Derivative
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2,621
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2,572
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2,485
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12
Rudebusch, Glenn D.
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11
Goyal, Amit
11
Caporale, Guglielmo Maria
10
Chernov, Mikhail
10
Feunou, Bruno
10
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10
Wright, Jonathan H.
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Christoffersen, Peter F.
9
Durham, J. Benson
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Jones, Christopher S.
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Madan, Dilip B.
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Piazzesi, Monika
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Viceira, Luis M.
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Ang, Andrew
8
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Han, Bing
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Kim, Don H.
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Meldrum, Andrew
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Remolona, Eli M.
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Zhou, Hao
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Zhu, Xiaoneng
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Backus, David
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Cao, Jie
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Cao, Shuo
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Duffee, Greg
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Giannone, Domenico
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Goldstein, Robert S.
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Hördahl, Peter
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Krippner, Leo
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McMillan, David G.
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Mathematical Association of America
1
Nationalekonomiska Institutionen <Göteborg>
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Svenska Handelshögskolan <Helsinki>
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Universität Ulm
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Journal of banking & finance
42
Journal of financial economics
39
NBER working paper series
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Finance research letters
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
27
Finance and economics discussion series
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The journal of futures markets
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Applied financial economics
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics letters
14
The journal of finance : the journal of the American Finance Association
14
Economics letters
13
Staff reports / Federal Reserve Bank of New York
13
The North American journal of economics and finance : a journal of financial economics studies
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The journal of fixed income
13
The review of financial studies
13
CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Quantitative finance
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Review of finance : journal of the European Finance Association
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Discussion papers / CEPR
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Economic modelling
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FEDS Working Paper
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International review of financial analysis
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Journal of econometrics
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
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1
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
4
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
5
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439789
Saved in:
6
Asset pricing in the early twentieth century
Moore, Lyndon C.
-
2006
Persistent link: https://www.econbiz.de/10003908181
Saved in:
7
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
8
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
9
An introduction to equity derivatives : theory and practice
Bossu, Sébastien
;
Henrotte, Philippe
-
2012
-
2. ed.
Persistent link: https://www.econbiz.de/10009526236
Saved in:
10
Convenience yield and the theory of storage : applying an option-based approach
Omura, Akihiro
;
West, Jason
- In:
The Australian journal of agricultural and resource …
59
(
2015
)
3
,
pp. 355-374
Persistent link: https://www.econbiz.de/10011392918
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